+100.0%
IT vs SPXS
-99.6%
+199.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +4.4% |
| 7D | -3.7% | +2.5% | -6.2% | -2.8% |
| 30D | +0.1% | +4.2% | -4.1% | +1.7% |
| 3M | +20.7% | -9.3% | +30.0% | +17.2% |
| 6M | +12.0% | -30.7% | +42.7% | -0.3% |
| YTD | -28.8% | -28.1% | -0.8% | -35.2% |
| 1Y | -25.5% | -35.1% | +9.5% | -34.0% |
| 3Y | -48.8% | -79.6% | +30.8% | -66.2% |
| 5Y | -42.7% | -86.3% | +43.5% | -61.0% |
| All | +100.0% | -99.6% | +199.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling